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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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48 results for transition path theory

Method uses neural networks for high-dimensional committor function calculations.

problem Computing committor functions for high-dimensional stochastic processes.
method Parameterizes committor function with neural networks and optimizes weights using stochastic algorithms.
result Achieves moderate accuracy for high-dimensional problems.

Develops methods to simulate rare transitions in molecular systems.

problem Rare transitions between metastable states in molecular systems are difficult to study due to limited data.
method Two novel methods: chain-based and midpoint-based approaches.
result Demonstrates effectiveness of methods in both data-rich and data-scarce scenarios.

Develops a machine learning framework for computing most probable paths in stochastic systems.

problem Computing the most probable paths in stochastic dynamical systems.
method Reformulates the boundary value problem of Hamiltonian systems and uses a neural network to solve the Euler-Lagrange equation for the Onsager-Machlup action functional.
result Demonstrates the efficacy and accuracy of the machine learning approach in computing most probable paths for stochastic systems with various types of noise.

New methods use machine learning to simulate rare transitions in molecular systems.

problem Simulating rare transitions between metastable states in molecular dynamics.
method Generative models and reinforcement learning for importance sampling.
result Efficiently generated transition paths linking metastable states.

Computes transition probability between learning tasks, decomposing it into geometry and path difficulty.

problem Predicting success in transfer learning between different learning tasks.
method Decomposes transition probability into two factors: geometry of loss landscapes and path difficulty.
result Derives strict lower bounds on learning complexity, showing that geometry alone is insufficient.

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

This article addresses the problem of approximating the price of options on discrete and continuous arithmetic average of the underlying, i.e. discretely and continuously monitored Asian options, in local volatility models. A path-integral-type expression for option prices is obtained using a Brownian bridge representa…

2017-06-07abs ↗pdf ↗

We introduce a geometric transition between two homogeneous three-dimensional geometries: hyperbolic geometry and anti de Sitter (AdS) geometry. Given a path of three-dimensional hyperbolic structures that collapse down onto a hyperbolic plane, we describe a method for constructing a natural continuation of this path i…

2013-02-22abs ↗pdf ↗

Deep reinforcement learning method finds rare events in complex systems.

problem Computing transition pathways in high-dimensional systems.
method Formulated as a cost minimization problem, solved using DDPG with physical properties.
result Efficiently samples and computes globally optimal transition pathways.

A new method uses deep learning to efficiently sample rare transitions for estimating committor functions.

problem Efficiently sampling rare transitions to estimate committor functions in high-dimensional problems.
method DASTR (Deep Adaptive Sampling on Transition Paths) method using deep generative models.
result Significantly improved accuracy in approximating committor functions through efficient sampling.

Let G be a closed transitive subgroup of Homeo(S^1) which contains a non-constant continuous path f: [0,1] --> G. We show that up to conjugation G is one of the following groups: SO(2,R), PSL(2,R), PSL_k(2,R), Homeo_k(S^1), Homeo(S^1). This verifies the classification suggested by Ghys [Enseign. Math. 47 (2001) 329-407…

2009-03-01abs ↗pdf ↗

New algorithm achieves data-dependent regret bounds in MDPs with unknown transitions.

problem Achieving best-of-both-worlds guarantees with data-dependent regret bounds in MDPs with unknown transitions.
method Optimistic follow-the-regularized-leader algorithm with new optimistic Q-function estimators and transition bonus.
result First-order, second-order, and path-length bounds with polylog(T) regret in the stochastic regime.

The paper tackles robust control for insurance contracts under uncertain transition rates.

problem Maximizing utility in insurance contracts with uncertain transition rates.
method Novel robust utility maximization problem under bounded cumulative transition rate uncertainty, using worst-case scenario analysis.
result Existence and uniqueness of worst-case and best-case reserves for insurance contracts.

PAN uses path integrals for graph convolution and pooling, improving GNN performance.

problem Designing efficient graph convolution and pooling for graph neural networks.
method Path integral based graph convolution and pooling using learnable weights for path lengths.
result PAN achieves state-of-the-art performance on various graph classification/regression tasks.

New method reduces discrete flow transitions, improving perplexity estimation.

problem Stochasticity in discrete paths makes rectification strategies ineffective.
method Dynamic-optimal-transport-like minimization objective with minibatch strategies.
result 32 times reduction in transitions for same perplexity.

Model place cells as spatial embeddings for efficient path planning and cognitive map construction.

problem Encoding spatial navigation in the hippocampus.
method Model place cells using spectral decomposition of multi-step random walk transition kernels, inducing sparsity and adjacency.
result Place cells encode spatial information through non-negativity and inner-product structure, forming a cognitive map.

The calculation of minimum energy paths for transitions such as atomic and/or spin re-arrangements is an important task in many contexts and can often be used to determine the mechanism and rate of transitions. An important challenge is to reduce the computational effort in such calculations, especially when ab initio …

2017-03-30abs ↗pdf ↗

Study character varieties of a Coxeter group in hyperbolic and Anti-de Sitter spaces.

problem Characterize the geometric transitions of a Coxeter group's holonomy representations.
method Analysis of rigidity properties and character varieties in hyperbolic and Anti-de Sitter spaces.
result Description of singularity at the collapse of a right-angled cuboctahedron.

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a diffusion equation with a diffusion coefficient that inversely depends on the dat…

2012-10-19abs ↗pdf ↗

A computational technique borrowed from the physical sciences is introduced to obtain accurate closed-form approximations for the transition probability of arbitrary diffusion processes. Within the path integral framework the same technique allows one to obtain remarkably good approximations of the pricing kernels of f…

2006-02-15abs ↗pdf ↗

In this paper, we study the behavior of Ricci-flat Kähler metrics on Calabi-Yau manifolds under algebraic geometric surgeries: extremal transitions or flops. We prove a version of Candelas and de la Ossa's conjecture: Ricci-flat Calabi-Yau manifolds related by extremal transitions and flops can be connected by a path c…

2010-12-14abs ↗pdf ↗

We study the problem of learning the support of transition matrix between random processes in a Vector Autoregressive (VAR) model from samples when a subset of the processes are latent. It is well known that ignoring the effect of the latent processes may lead to very different estimates of the influences among observe…

2017-02-27abs ↗pdf ↗

A new framework uses stochastic optimal control to estimate rare events more accurately.

problem Estimating rare events like chemical reactions in biomolecules is computationally challenging.
method The approach casts committor estimation as a stochastic optimal control problem, developing direct and off-policy Value Matching losses.
result The framework yields more accurate committor estimates, reaction rates, and equilibrium constants.

Foundation for robust finance using rough path theory.

problem Mathematical models of financial markets under Knightian uncertainty.
method Introducing Property (RIE) for càdlàg paths, proving existence of rough integrals, verifying admissibility of trading strategies.
result Existence and stability of rough path integrals for non-gradient integrands.

Derives path-integrals for superstrings on curved backgrounds using string geometry theory.

problem Calculating path-integrals for superstrings on curved backgrounds.
method Derives path-integrals from string geometry theory by considering fluctuations around string backgrounds.
result Derives path-integrals for perturbative superstrings on all string backgrounds.

Optimal spectral initializers impact phase retrieval phase transitions.

problem Understanding the limits of phase retrieval algorithms.
method Developed Random duality theory (RDT) to characterize optimal spectral initializers.
result Optimal spectral initializers can fall into flat regions of the phase retrieval manifold, making phase retrieval difficult.

DAFT models attention as a dynamical system to make neural networks more interpretable.

problem Uninterpretable features learned by neural networks without human priors.
method DAFT models attention as a continuous dynamical system using neural ODEs.
result DAFT reduces the number of reasoning steps while maintaining similar performance.

Develops new Markov processes with switching rates and past dependence.

problem Modeling processes with dynamic switching rates and path dependence.
method Introduces a new class of Markov jump processes with regime switching and path dependence. Derives distributional properties and maximum likelihood estimates.
result Maximum likelihood estimates of the process parameters are derived in closed form and have asymptotic normality.

This paper classifies expanding attractors and non-transitive Anosov flows on specific knot and manifold spaces.

problem Classifying expanding attractors and non-transitive Anosov flows on specific knot and manifold spaces.
method Using the derived Anosov (DA) expanding attractor and the Franks-Williams manifold, the paper proves the uniqueness of these structures.
result The DA expanding attractor and the Franks-Williams non-transitive Anosov flow are the unique structures supported by N0N_0 and M0M_0 respectively.

At the heart of technology transitions lie complex processes of social and industrial dynamics. The quantitative study of sustainability transitions requires modelling work, which necessitates a theory of technology substitution. Many, if not most, contemporary modelling approaches for future technology pathways overlo…

2013-04-12abs ↗pdf ↗